+33,829.3%
HD vs HUM
+6,259.1%
+27,570.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +1.5% | +3.7% | -2.2% | +0.8% |
| 30D | +18.0% | +5.5% | +12.5% | +16.8% |
| 3M | +2.8% | +17.1% | -14.3% | -0.4% |
| 6M | +17.0% | +48.3% | -31.3% | +8.2% |
| YTD | +3.5% | +77.4% | -73.8% | -8.3% |
| 1Y | -2.6% | +92.6% | -95.1% | -15.0% |
| 3Y | +30.7% | -6.1% | +36.8% | +25.6% |
| 5Y | +6.2% | +6.2% | 0.0% | -1.7% |
| 10Y | +242.7% | +153.6% | +89.1% | +168.4% |
| All | +33,829.3% | +6,259.1% | +27,570.2% | +11,145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling